C., my deepest sympathies to you and your family. My sister lost her son, Connor, at 37 weeks as well and I know the hurt is deep and lasts a long time. It's been over 5 years and he is still always on our minds.
My sister tried to do many things to help her other children through the darkest time. They had a little "ceremony" where they placed copies of her ultrasound pictures and a few pictures of Connor alone in the hospital after he was born (not sure if that was how things went for you, but they spent a day or two with him) in a little area in their backyard. They planted a lilac tree and placed a nice bench there and the kids buried pictures they drew for Connor, etc. I was not there (I had delivered my third daughter 850 miles away just days before Connor died), but my mom said they stood out there for over an hour and just shared and cried and prayed. The kids were given ample time to voice their frustrations, sadness, anger, whatever. It was a very healing time, but not the end of the road.
From there on out, my sister was very open about her own sadness and loss and encouraged the kids to be as well. I would just give your daughter some time to grieve this in her way, but you can also set healthy boundaries for her being in your home. You could even tell her that "I lost a baby, but I feel like I'm losing you as well because you are not here and I miss you."
Is there a reason she doesn't want to be home? Are there too many things to remind her of the loss. Or maybe there aren't enough things? Does your sister have any insight into what she is feeling?
In the end, after given a few weeks to grieve and be sad, she may need to see a counselor. You, also, may want to consider seeing a counselor.
Again I am so sorry for your loss - I can only pray that Connor and Matthew are now good friends in heaven. Blessings.